+111.8%
DG vs CG
+308.6%
-196.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +5.2% | +2.0% | +3.2% | +5.0% |
| 30D | +7.9% | +8.5% | -0.6% | +6.8% |
| 3M | +12.7% | -12.1% | +24.9% | +14.4% |
| 6M | +22.4% | -16.4% | +38.9% | +24.8% |
| YTD | +5.4% | -28.0% | +33.4% | +9.1% |
| 1Y | +39.4% | -18.9% | +58.3% | +42.3% |
| 3Y | +24.1% | +51.2% | -27.1% | +13.2% |
| 5Y | -32.2% | -15.9% | -16.3% | -34.2% |
| 10Y | +111.8% | +305.9% | -194.1% | +56.4% |
| All | +111.8% | +308.6% | -196.8% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling